+1,714.7%
PLTR vs FSLR
+170.7%
+1,544.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.6% |
| 7D | +0.4% | -8.4% | +8.8% | +2.8% |
| 30D | -17.5% | -0.9% | -16.6% | -17.6% |
| 3M | -1.5% | -26.1% | +24.6% | +6.5% |
| 6M | +25.9% | -23.6% | +49.6% | +33.6% |
| YTD | -3.0% | -31.8% | +28.8% | +4.2% |
| 1Y | -9.7% | -32.6% | +22.9% | -2.8% |
| 3Y | +776.5% | +33.0% | +743.5% | +546.5% |
| 5Y | +649.9% | +56.8% | +593.1% | +323.0% |
| All | +1,714.7% | +170.7% | +1,544.1% | +849.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FSLR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling